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Actions for Synthetic Eurocurrency interest rate futures contracts : theory and evidence
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Synthetic Eurocurrency interest rate futures contracts : theory and evidence / Annie Koh, Richard Levich
Author
Koh, Annie
Published
Cambridge, MA : National Bureau of Economic Research, [1989]
Physical Description
50 pages : illustrations ; 23 cm.
Additional Creators
Levich, Richard M.
and
National Bureau of Economic Research
Online Version
papers.nber.org
Full Text available online
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Series
Working paper series (National Bureau of Economic Research) ; working paper no. 3055
Subject(s)
Interest rate futures
Arbitrage
Euro-dollar market
Hedging (Finance)
International finance
Note
"August 1989".
Bibliography Note
Includes bibliographical references.
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| catkey: 476716